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Global Multi-Sector Income

Fixed Income Portfolio Characteristics As of 3/31/2022

Characteristic Brandywine Global F3MTB
Average Quality1 BBB -
Average Maturity (Years) 9.41 0.24
Average Modified Duration (Years) 4.66 0.25
Average Coupon (%) 3.61 -
Average Yield To Worst (%) 4.36 0.53
Average Yield To Maturity (%) 4.40 0.53
Number of Issues 226 -

Quality Allocation As of 3/31/2022

Quality Rating Brandywine Global (%)
BBB or Higher 61.5
BB 16.4
B 16.6
CCC 5.1
CC -
D -
Not Rated 0.4

Duration Allocation As of 3/31/2022

Duration Range Brandywine Global (%)
<1 Year 17.3
1-3 Years 23.0
3-7 Years 43.4
7-10 Years 3.7
10+ Years 7.1
No Duration 5.7

Region & Currency Allocation As of 3/31/2022

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 0.3 2.1
Emerging Markets 9.9 10.6
Europe ex-Eurozone 0.8 0.9
Eurozone 1.1 4.6
Japan 0.6 -
Middle East & Africa 1.6 -
North & Central America 83.9 81.8
Supranational 0.9 -
Other 0.9 -